-76.7%
UNIT vs SPY
+336.0%
-412.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | -0.4% | +13.9% | +13.9% |
| 7D | -6.5% | +2.6% | -9.1% | -10.2% |
| 30D | -13.5% | -2.0% | -11.5% | -12.0% |
| 3M | -50.2% | -2.8% | -47.4% | -48.6% |
| 6M | -56.8% | +2.1% | -59.0% | -58.3% |
| YTD | -30.4% | +11.5% | -41.9% | -39.5% |
| 1Y | -19.1% | +13.5% | -32.6% | -31.3% |
| 3Y | -28.5% | +77.7% | -106.2% | -65.5% |
| 5Y | -70.9% | +72.6% | -143.5% | -85.1% |
| 10Y | -76.4% | +308.2% | -384.6% | -95.6% |
| All | -76.7% | +336.0% | -412.7% | -95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling